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The standard deviation of a two-asset portfolio (with a risky and a non-risky asset) is equal to: the fraction invested in the risky asset times

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The standard deviation of a two-asset portfolio (with a risky and a non-risky asset) is equal to: the fraction invested in the risky asset times the standard deviation of that asset. the fraction invested in the risky asset times the standard deviation of the non-risky asset. the fraction invested in the non-risky asset times the standard deviation of the risky asset. D the fraction invested in the non-risky asset times the standard deviation of that asset

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